+150.6%
JPM vs BKNG
+92.3%
+58.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.3% | -10.7% | +8.3% | +1.0% |
| 30D | -2.3% | -18.1% | +15.8% | +3.6% |
| 3M | +14.9% | +8.5% | +6.4% | +10.7% |
| 6M | +23.6% | -0.1% | +23.7% | +21.8% |
| YTD | +11.3% | -18.2% | +29.5% | +16.7% |
| 1Y | +19.9% | -19.9% | +39.8% | +26.2% |
| 3Y | +162.6% | +41.6% | +121.0% | +122.7% |
| All | +150.6% | +92.3% | +58.3% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BKNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling